CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122-120 |
123-125 |
1-005 |
0.8% |
124-020 |
High |
123-075 |
123-185 |
0-110 |
0.3% |
124-145 |
Low |
122-120 |
122-270 |
0-150 |
0.4% |
122-080 |
Close |
123-055 |
122-275 |
-0-100 |
-0.3% |
123-100 |
Range |
0-275 |
0-235 |
-0-040 |
-14.5% |
2-065 |
ATR |
1-035 |
1-026 |
-0-009 |
-2.4% |
0-000 |
Volume |
823,669 |
710,141 |
-113,528 |
-13.8% |
2,808,165 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-095 |
124-260 |
123-084 |
|
R3 |
124-180 |
124-025 |
123-020 |
|
R2 |
123-265 |
123-265 |
122-318 |
|
R1 |
123-110 |
123-110 |
122-297 |
123-070 |
PP |
123-030 |
123-030 |
123-030 |
123-010 |
S1 |
122-195 |
122-195 |
122-253 |
122-155 |
S2 |
122-115 |
122-115 |
122-232 |
|
S3 |
121-200 |
121-280 |
122-210 |
|
S4 |
120-285 |
121-045 |
122-146 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-303 |
128-267 |
124-168 |
|
R3 |
127-238 |
126-202 |
123-294 |
|
R2 |
125-173 |
125-173 |
123-229 |
|
R1 |
124-137 |
124-137 |
123-165 |
123-282 |
PP |
123-108 |
123-108 |
123-108 |
123-021 |
S1 |
122-072 |
122-072 |
123-035 |
121-218 |
S2 |
121-043 |
121-043 |
122-291 |
|
S3 |
118-298 |
120-007 |
122-226 |
|
S4 |
116-233 |
117-262 |
122-032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-145 |
122-080 |
2-065 |
1.8% |
0-284 |
0.7% |
28% |
False |
False |
765,536 |
10 |
124-145 |
122-020 |
2-125 |
1.9% |
0-264 |
0.7% |
33% |
False |
False |
667,645 |
20 |
124-270 |
121-105 |
3-165 |
2.9% |
0-264 |
0.7% |
44% |
False |
False |
594,863 |
40 |
128-080 |
121-105 |
6-295 |
5.6% |
0-295 |
0.7% |
22% |
False |
False |
483,524 |
60 |
128-210 |
119-160 |
9-050 |
7.5% |
0-300 |
0.8% |
37% |
False |
False |
455,405 |
80 |
128-210 |
111-020 |
17-190 |
14.3% |
0-242 |
0.6% |
67% |
False |
False |
351,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-224 |
2.618 |
125-160 |
1.618 |
124-245 |
1.000 |
124-100 |
0.618 |
124-010 |
HIGH |
123-185 |
0.618 |
123-095 |
0.500 |
123-068 |
0.382 |
123-040 |
LOW |
122-270 |
0.618 |
122-125 |
1.000 |
122-035 |
1.618 |
121-210 |
2.618 |
120-295 |
4.250 |
119-231 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123-068 |
123-070 |
PP |
123-030 |
123-032 |
S1 |
122-312 |
122-313 |
|